Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
The Information Content of Money in Forecasting Euro Area Inflation / / Emil Stavrev, Helge Berger
| The Information Content of Money in Forecasting Euro Area Inflation / / Emil Stavrev, Helge Berger |
| Autore | Stavrev Emil |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (31 p.) |
| Disciplina | 332.46 |
| Altri autori (Persone) | BergerHelge |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Econometric models
Money - Econometric models Inflation (Finance) - Forecasting - Econometric models Econometrics Inflation Money and Monetary Policy Forecasting Forecasting and Other Model Applications Price Level Deflation Computable and Other Applied General Equilibrium Models Classification Methods Cluster Analysis Principal Components Factor Models Demand for Money Economic Forecasting Macroeconomics Econometrics & economic statistics Monetary economics Economic forecasting Dynamic stochastic general equilibrium models Factor models Demand for money Prices Econometric models Money |
| ISBN |
1-4623-1341-8
1-4527-4908-6 1-4518-7024-8 1-282-84117-3 9786612841170 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Models of Inflation; A. DSGE Models; B. Partial Equilibrium Models; C. Empirical Models; IV. Empirical Methods and Data; A. Estimation Techniques; B. Prior Distribution of Parameters for the Bayesian Estimates; C. Forecasting and the Information Content of Money; D. Data; V. Results; A. The Marginal Contribution of Money; Figures; 1. Forecast Performance of DSGE Models; 2. Forecast Performance of Empirical Models; 3. Forecast Performance of P* and Phillips Curve Models; B. Comparison of Money-Based Models; C. Comparison Across All Models
Tables1. Out-of-Sample Forecasting Performance of Models; VI. Conclusions; References; Appendices; I. Empirical Specifications; II. Bayesian Priors |
| Record Nr. | UNINA-9910788233803321 |
Stavrev Emil
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Information Content of Money in Forecasting Euro Area Inflation / / Emil Stavrev, Helge Berger
| The Information Content of Money in Forecasting Euro Area Inflation / / Emil Stavrev, Helge Berger |
| Autore | Stavrev Emil |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (31 p.) |
| Disciplina | 332.46 |
| Altri autori (Persone) | BergerHelge |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Econometric models
Money - Econometric models Inflation (Finance) - Forecasting - Econometric models Classification Methods Cluster Analysis Computable and Other Applied General Equilibrium Models Deflation Demand for Money Demand for money Dynamic stochastic general equilibrium models Econometric models Econometrics & economic statistics Econometrics Economic Forecasting Economic forecasting Factor Models Factor models Forecasting and Other Model Applications Forecasting Inflation Macroeconomics Monetary economics Money and Monetary Policy Money Price Level Prices Principal Components |
| ISBN |
1-4623-1341-8
1-4527-4908-6 1-4518-7024-8 1-282-84117-3 9786612841170 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Models of Inflation; A. DSGE Models; B. Partial Equilibrium Models; C. Empirical Models; IV. Empirical Methods and Data; A. Estimation Techniques; B. Prior Distribution of Parameters for the Bayesian Estimates; C. Forecasting and the Information Content of Money; D. Data; V. Results; A. The Marginal Contribution of Money; Figures; 1. Forecast Performance of DSGE Models; 2. Forecast Performance of Empirical Models; 3. Forecast Performance of P* and Phillips Curve Models; B. Comparison of Money-Based Models; C. Comparison Across All Models
Tables1. Out-of-Sample Forecasting Performance of Models; VI. Conclusions; References; Appendices; I. Empirical Specifications; II. Bayesian Priors |
| Record Nr. | UNINA-9910812623903321 |
|
Stavrev Emil
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macrofinancial Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek
| Macrofinancial Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (113 pages) |
| Collana | IMF Working Papers |
| Soggetto topico |
Macroeconomics - Econometric models
Monetary policy - Econometric models Bank loans - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Inflation Econometrics Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Financial Markets and the Macroeconomy Monetary Policy Fiscal Policy Open Economy Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Consumption Saving Wealth Price Level Deflation Computable and Other Applied General Equilibrium Models Banking Finance Monetary economics Econometrics & economic statistics Market interest rates Bank credit Central bank policy rate Consumption Financial services National accounts Prices Dynamic stochastic general equilibrium models Econometric analysis Interest rates Banks and banking Credit Economics Econometric models |
| ISBN |
1-5135-2511-5
1-5135-5114-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910796332503321 |
|
Vitek Francis
|
||
| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macrofinancial Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek
| Macrofinancial Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (113 pages) |
| Collana | IMF Working Papers |
| Soggetto topico |
Macroeconomics - Econometric models
Monetary policy - Econometric models Bank loans - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Inflation Econometrics Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Financial Markets and the Macroeconomy Monetary Policy Fiscal Policy Open Economy Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Consumption Saving Wealth Price Level Deflation Computable and Other Applied General Equilibrium Models Banking Finance Monetary economics Econometrics & economic statistics Market interest rates Bank credit Central bank policy rate Consumption Financial services National accounts Prices Dynamic stochastic general equilibrium models Econometric analysis Interest rates Banks and banking Credit Economics Econometric models |
| ISBN |
1-5135-4498-5
1-5135-2511-5 1-5135-5114-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Contents -- I. Introduction -- II. The Theoretical Framework -- A. The Household Sector -- Consumption and Saving -- Labor Supply -- B. The Production Sector -- Output Demand -- Labor Demand and Investment -- Output Supply -- C. The Banking Sector -- Credit Demand -- Funding Demand and Provisioning -- Credit Supply -- D. The Trade Sector -- The Export Sector -- The Import Sector -- E. Monetary, Fiscal, and Macroprudential Policy -- The Monetary Authority -- The Fiscal Authority -- The Macroprudential Authority -- F. Market Clearing Conditions -- III. The Empirical Framework -- A. Endogenous Variables -- B. Exogenous Variables -- IV. Estimation -- A. Transformation of the Data Set -- B. Prior and Posterior Parameter Distributions -- V. Policy Analysis -- A. Impulse Response Functions -- B. Historical Decompositions -- VI. Spillover Analysis -- A. Simulated Conditional Betas -- B. Impulse Response Functions -- VII. Forecasting -- VIII. Conclusion -- Appendix A. Description of the Data Set -- Appendix B. Tables and Figures -- Table 1. Parameter Estimation Results -- Figure 1. IRFs of Macro Variables to a Domestic Productivity Shock -- Figure 2. IRFs of Financial Variables to a Domestic Productivity Shock -- Figure 3. IRFs of Macro Variables to a Domestic Labor Supply Shock -- Figure 4. IRFs of Financial Variables to a Domestic Labor Supply Shock -- Figure 5. IRFs of Macro Variables to a Domestic Consumption Demand Shock -- Figure 6. IRFs of Financial Variables to a Domestic Consumption Demand Shock -- Figure 7. IRFs of Macro Variables to a Domestic Investment Demand Shock -- Figure 8. IRFs of Financial Variables to a Domestic Investment Demand Shock -- Figure 9. IRFs of Macro Variables to a Domestic Monetary Policy Shock -- Figure 10. IRFs of Financial Variables to a Domestic Monetary Policy Shock.
Figure 11. IRFs of Macro Variables to a Domestic Credit Risk Premium Shock -- Figure 12. IRFs of Financial Variables to a Domestic Credit Risk Premium Shock -- Figure 13. IRFs of Macro Variables to a Domestic Duration Risk Premium Shock -- Figure 14. IRFs of Financial Variables to a Domestic Duration Risk Premium Shock -- Figure 15. IRFs of Macro Variables to a Domestic Equity Risk Premium Shock -- Figure 16. IRFs of Financial Variables to a Domestic Equity Risk Premium Shock -- Figure 17. IRFs of Macro Variables to a Domestic Fiscal Expenditure Shock -- Figure 18. IRFs of Financial Variables to a Domestic Fiscal Expenditure Shock -- Figure 19. IRFs of Macro Variables to a Domestic Fiscal Revenue Shock -- Figure 20. IRFs of Financial Variables to a Domestic Fiscal Revenue Shock -- Figure 21. IRFs of Macro Variables to a Domestic Lending Rate Markup Shock -- Figure 22. IRFs of Financial Variables to a Domestic Lending Rate Markup Shock -- Figure 23. IRFs of Macro Variables to a Domestic Capital Requirement Shock -- Figure 24. IRFs of Financial Variables to a Domestic Capital Requirement Shock -- Figure 25. IRFs of Macro Variables to a Domestic Loan Default Shock -- Figure 26. IRFs of Financial Variables to a Domestic Loan Default Shock -- Figure 27. IRFs of Macro Variables to an Energy Commodity Price Markup Shock -- Figure 28. IRFs of Financial Variables to an Energy Commodity Price Markup Shock -- Figure 29. IRFs of Macro Variables to a Nonenergy Commodity Price Markup Shock -- Figure 30. IRFs of Financial Variables to a Nonenergy Commodity Price Markup Shock -- Figure 31. Historical Decompositions of Consumption Price Inflation -- Figure 32. Historical Decompositions of Output Growth -- Figure 33. Simulated Conditional Betas of Output -- Figure 34. Peak IRFs to Foreign Productivity Shocks -- Figure 35. Peak IRFs to Foreign Labor Supply Shocks. Figure 36. Peak IRFs to Foreign Consumption Demand Shocks -- Figure 37. Peak IRFs to Foreign Investment Demand Shocks -- Figure 38. Peak IRFs to Foreign Monetary Policy Shocks -- Figure 39. Peak IRFs to Foreign Credit Risk Premium Shocks -- Figure 40. Peak IRFs to Foreign Duration Risk Premium Shocks -- Figure 41. Peak IRFs to Foreign Equity Risk Premium Shocks -- Figure 42. Peak IRFs to Foreign Fiscal Expenditure Shocks -- Figure 43. Peak IRFs to Foreign Fiscal Revenue Shocks -- Figure 44. Peak IRFs to Foreign Lending Rate Markup Shocks -- Figure 45. Peak IRFs to Foreign Capital Requirement Shocks -- Figure 46. Peak IRFs to Foreign Loan Default Shocks -- Figure 47. Forecast Performance Evaluation Statistics -- Figure 48. Sequential Unconditional Forecasts of Consumption Price Inflation -- Figure 49. Sequential Unconditional Forecasts of Output Growth -- References. |
| Record Nr. | UNINA-9910822100003321 |
|
Vitek Francis
|
||
| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macrofinancial Modeling At Central Banks : : Recent Developments and Future Directions / / Jan Vlcek, Scott Roger
| Macrofinancial Modeling At Central Banks : : Recent Developments and Future Directions / / Jan Vlcek, Scott Roger |
| Autore | Vlcek Jan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (41 p.) |
| Altri autori (Persone) | RogerScott |
| Collana | IMF Working Papers |
| Soggetto topico |
Equilibrium (Economics)
Banks and banking, Central Global Financial Crisis, 2008-2009 Banks and Banking Econometrics Finance: General Economic Theory Forecasting Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Forecasting and Simulation Financial Markets and the Macroeconomy Forecasting and Simulation: Models and Applications Banks Depository Institutions Micro Finance Institutions Mortgages Financial Economics General Financial Markets: Government Policy and Regulation General Financial Markets: General (includes Measurement and Data) Computable and Other Applied General Equilibrium Models Forecasting and Other Model Applications Banking Finance Economic theory & philosophy Econometrics & economic statistics Economic Forecasting Financial frictions Financial stability assessment Interbank markets Dynamic stochastic general equilibrium models Economic theory Financial sector policy and analysis Economic forecasting Econometric analysis Financial markets Banks and banking Financial services industry International finance Econometric models |
| ISBN |
1-4639-5608-8
1-4639-4755-0 1-4639-4296-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I. Introduction; II. Macrofinancial DSGE Models in Use by Central Banks; A. Models in Use Before the Crisis; Tables; 1. Central Bank Forecasting and Policy Analysis Models Prior to 2008; B. Model Development Since the Crisis; 2. Central Bank DSGE Forecasting Models Since 2008; 3. Published Central Bank Models with Financial Frictions; III. Challenges and Priorities for Model Development; References; Appendix; I. Approaches to Embedding Financial Frictions, Transmission Channels, and Risks in DSGE Models; 4. Approaches to Modeling Financial Frictions |
| Record Nr. | UNINA-9910789908003321 |
|
Vlcek Jan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macrofinancial Modeling At Central Banks : : Recent Developments and Future Directions / / Jan Vlcek, Scott Roger
| Macrofinancial Modeling At Central Banks : : Recent Developments and Future Directions / / Jan Vlcek, Scott Roger |
| Autore | Vlcek Jan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (41 p.) |
| Disciplina | 332.1/52 |
| Altri autori (Persone) | RogerScott |
| Collana | IMF Working Papers |
| Soggetto topico |
Equilibrium (Economics)
Banks and banking, Central Global Financial Crisis, 2008-2009 Banks and Banking Econometrics Finance: General Economic Theory Forecasting Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Forecasting and Simulation Financial Markets and the Macroeconomy Forecasting and Simulation: Models and Applications Banks Depository Institutions Micro Finance Institutions Mortgages Financial Economics General Financial Markets: Government Policy and Regulation General Financial Markets: General (includes Measurement and Data) Computable and Other Applied General Equilibrium Models Forecasting and Other Model Applications Banking Finance Economic theory & philosophy Econometrics & economic statistics Economic Forecasting Financial frictions Financial stability assessment Interbank markets Dynamic stochastic general equilibrium models Economic theory Financial sector policy and analysis Economic forecasting Econometric analysis Financial markets Banks and banking Financial services industry International finance Econometric models |
| ISBN |
1-4639-5608-8
1-4639-4755-0 1-4639-4296-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I. Introduction; II. Macrofinancial DSGE Models in Use by Central Banks; A. Models in Use Before the Crisis; Tables; 1. Central Bank Forecasting and Policy Analysis Models Prior to 2008; B. Model Development Since the Crisis; 2. Central Bank DSGE Forecasting Models Since 2008; 3. Published Central Bank Models with Financial Frictions; III. Challenges and Priorities for Model Development; References; Appendix; I. Approaches to Embedding Financial Frictions, Transmission Channels, and Risks in DSGE Models; 4. Approaches to Modeling Financial Frictions |
| Record Nr. | UNINA-9910807217803321 |
|
Vlcek Jan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Policy and Spillover Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek
| Policy and Spillover Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (96 p.) |
| Disciplina | 332.820971 |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital movements - Econometric models
Monetary policy - Econometric models Fiscal policy - Econometric models Business cycles - Econometric models Banks and Banking Econometrics Exports and Imports Investments: General Macroeconomics Inflation Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Forecasting and Other Model Applications Price Level Deflation Business Fluctuations Cycles Financial Markets and the Macroeconomy Monetary Policy Fiscal Policy Open Economy Macroeconomics Empirical Studies of Trade Investment Capital Intangible Capital Capacity Macroeconomics: Consumption Saving Wealth Computable and Other Applied General Equilibrium Models Interest Rates: Determination, Term Structure, and Effects International economics Econometrics & economic statistics Banking Terms of trade Return on investment Consumption Dynamic stochastic general equilibrium models Central bank policy rate National accounts International trade Econometric analysis Prices Economic policy nternational cooperation Saving and investment Economics Econometric models Interest rates |
| ISBN |
1-4755-9287-6
1-4983-8115-4 1-4843-6250-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Theoretical Framework; A. The Household Sector; Consumption and Saving; Labor Supply; B. The Production Sector; Output Demand; Labor Demand and Investment; Output Supply; C. The Trade Sector; The Export Sector; The Import Sector; D. Monetary and Fiscal Policy; The Monetary Authority; The Fiscal Authority; E. Market Clearing Conditions; III. The Empirical Framework; A. Endogenous Variables; B. Exogenous Variables; IV. Estimation; A. Estimation Procedure; Cyclical Components; Parameters; B. Estimation Results; Cyclical Components; Parameters
V. Monetary and Fiscal Policy AnalysisA. Impulse Response Functions; B. Forecast Error Variance Decompositions; C. Historical Decompositions; VI. Spillover Analysis; A. Simulated Conditional Betas; B. Impulse Response Functions; VII. Forecasting; VIII. Conclusion; Appendix A. Description of the Data Set; Appendix B. Tables and Figures; Table 1. Structural Parameter Estimation Results; Figure 1. Impulse Responses to a Domestic Productivity Shock; Figure 2. Impulse Responses to a Domestic Labor Supply Shock; Figure 3. Impulse Responses to a Domestic Consumption Demand Shock Figure 4. Impulse Responses to a Domestic Investment Demand ShockFigure 5. Impulse Responses to a Domestic Monetary Policy Shock; Figure 6. Impulse Responses to a Domestic Credit Risk Premium Shock; Figure 7. Impulse Responses to a Domestic Duration Risk Premium Shock; Figure 8. Impulse Responses to a Domestic Equity Risk Premium Shock; Figure 9. Impulse Responses to a Domestic Fiscal Expenditure Shock; Figure 10. Impulse Responses to a Domestic Fiscal Revenue Shock; Figure 11. Impulse Responses to a World Energy Commodity Price Markup Shock Figure 12. Impulse Responses to a World Nonenergy Commodity Price Markup ShockFigure 13. Forecast Error Variance Decompositions of Consumption Price Inflation; Figure 14. Forecast Error Variance Decompositions of Output; Figure 15. Forecast Error Variance Decompositions of Private Consumption; Figure 16. Forecast Error Variance Decompositions of Private Investment; Figure 17. Forecast Error Variance Decompositions of the Nominal Policy Interest Rate; Figure 18. Forecast Error Variance Decompositions of the Real Effective Exchange Rate Figure 19. Forecast Error Variance Decompositions of the Unemployment RateFigure 20. Forecast Error Variance Decompositions of the Fiscal Balance Ratio; Figure 21. Forecast Error Variance Decompositions of the Current Account Balance Ratio; Figure 22. Historical Decompositions of Consumption Price Inflation; Figure 23. Historical Decompositions of Output Growth; Figure 24. Historical Decompositions of the Unemployment Rate; Figure 25. Simulated Conditional Betas of Output; Figure 26. Peak Impulse Responses to Foreign Productivity Shocks Figure 27. Peak Impulse Responses to Foreign Labor Supply Shocks |
| Record Nr. | UNINA-9910788177403321 |
|
Vitek Francis
|
||
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Policy and Spillover Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek
| Policy and Spillover Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (96 p.) |
| Disciplina | 332.820971 |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital movements - Econometric models
Monetary policy - Econometric models Fiscal policy - Econometric models Business cycles - Econometric models Banks and Banking Econometrics Exports and Imports Investments: General Macroeconomics Inflation Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Forecasting and Other Model Applications Price Level Deflation Business Fluctuations Cycles Financial Markets and the Macroeconomy Monetary Policy Fiscal Policy Open Economy Macroeconomics Empirical Studies of Trade Investment Capital Intangible Capital Capacity Macroeconomics: Consumption Saving Wealth Computable and Other Applied General Equilibrium Models Interest Rates: Determination, Term Structure, and Effects International economics Econometrics & economic statistics Banking Terms of trade Return on investment Consumption Dynamic stochastic general equilibrium models Central bank policy rate National accounts International trade Econometric analysis Prices Economic policy nternational cooperation Saving and investment Economics Econometric models Interest rates Nternational cooperation |
| ISBN |
1-4755-9287-6
1-4983-8115-4 1-4843-6250-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Theoretical Framework; A. The Household Sector; Consumption and Saving; Labor Supply; B. The Production Sector; Output Demand; Labor Demand and Investment; Output Supply; C. The Trade Sector; The Export Sector; The Import Sector; D. Monetary and Fiscal Policy; The Monetary Authority; The Fiscal Authority; E. Market Clearing Conditions; III. The Empirical Framework; A. Endogenous Variables; B. Exogenous Variables; IV. Estimation; A. Estimation Procedure; Cyclical Components; Parameters; B. Estimation Results; Cyclical Components; Parameters
V. Monetary and Fiscal Policy AnalysisA. Impulse Response Functions; B. Forecast Error Variance Decompositions; C. Historical Decompositions; VI. Spillover Analysis; A. Simulated Conditional Betas; B. Impulse Response Functions; VII. Forecasting; VIII. Conclusion; Appendix A. Description of the Data Set; Appendix B. Tables and Figures; Table 1. Structural Parameter Estimation Results; Figure 1. Impulse Responses to a Domestic Productivity Shock; Figure 2. Impulse Responses to a Domestic Labor Supply Shock; Figure 3. Impulse Responses to a Domestic Consumption Demand Shock Figure 4. Impulse Responses to a Domestic Investment Demand ShockFigure 5. Impulse Responses to a Domestic Monetary Policy Shock; Figure 6. Impulse Responses to a Domestic Credit Risk Premium Shock; Figure 7. Impulse Responses to a Domestic Duration Risk Premium Shock; Figure 8. Impulse Responses to a Domestic Equity Risk Premium Shock; Figure 9. Impulse Responses to a Domestic Fiscal Expenditure Shock; Figure 10. Impulse Responses to a Domestic Fiscal Revenue Shock; Figure 11. Impulse Responses to a World Energy Commodity Price Markup Shock Figure 12. Impulse Responses to a World Nonenergy Commodity Price Markup ShockFigure 13. Forecast Error Variance Decompositions of Consumption Price Inflation; Figure 14. Forecast Error Variance Decompositions of Output; Figure 15. Forecast Error Variance Decompositions of Private Consumption; Figure 16. Forecast Error Variance Decompositions of Private Investment; Figure 17. Forecast Error Variance Decompositions of the Nominal Policy Interest Rate; Figure 18. Forecast Error Variance Decompositions of the Real Effective Exchange Rate Figure 19. Forecast Error Variance Decompositions of the Unemployment RateFigure 20. Forecast Error Variance Decompositions of the Fiscal Balance Ratio; Figure 21. Forecast Error Variance Decompositions of the Current Account Balance Ratio; Figure 22. Historical Decompositions of Consumption Price Inflation; Figure 23. Historical Decompositions of Output Growth; Figure 24. Historical Decompositions of the Unemployment Rate; Figure 25. Simulated Conditional Betas of Output; Figure 26. Peak Impulse Responses to Foreign Productivity Shocks Figure 27. Peak Impulse Responses to Foreign Labor Supply Shocks |
| Record Nr. | UNINA-9910822195403321 |
|
Vitek Francis
|
||
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
